The convergence of equilibrium algorithms with non-monotone line search technique. (Q1415258)

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The convergence of equilibrium algorithms with non-monotone line search technique.
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    The convergence of equilibrium algorithms with non-monotone line search technique. (English)
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    3 December 2003
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    The authors consider nonlinear programming problems of the form \(\min f(x)\), \(Ax= b\), \(x\geq 0\). For this problems, a new convex combination algorithm with non-monotone line search is presented together with the proof of ist global convergence. The given algorithm is extended to equilibrium assignement problems. Numerical results are given.
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    convex combination algorithm
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    non-monotone line search
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    global convergence
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    equilibrium assignment
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    nonlinear programming
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    numerical results
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